If I take the steering wheel in my car out and replace it with one that doesn't have an airbag, does it need to be engineered or anything? Is it even legal?

Problem is the only aftermarket wheel I've found that fits the airbag is this one:

http://tinyurl.com/68fpu3 (ebay)

And it's (really nice but) fkn expensive.

You can't legally remove the airbag. There are a few options available for the EF/EL/AU that keep the airbag. Most common are the momo's that you have linked to. They were available in several colours.

Auto-Tek have the same wheel, a hell of a lot cheaper. Have a look at the AU wheels at the bottom of
this page

They used to have a lot more for the EF/EL/AU (including the woodgrain momo used in the EL GT), but they don't appear to gbe getting any more in. If you are in sydney, you will not need to pay $$$ for postage, like the ebay seller, saving you more. Autotek are in Rhodes (near Homebush Bay)

but yerh is it illegal to have a steering wheel without some kind of padding in the center?

Paddling like old school bmx handlebars? Its illegal to have a 'non airbag' steering wheel in a car that came factory with an airbag.

thanks